Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48938.28 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 44769.4 Kr¶

PnL: ---------------------------------------> -178.6 Kr¶

DD now: ---------------------------------> -7.873 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 15:51:47.134583'

Anic Portfolio¶

Today¶

Return: -0.74 %¶

This Week¶

Return: -0.74 %¶

Total portfolio value¶

Return including deposits: 60.211 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.420000 1659.600000 192.060000 13.090000 1467.540000
Hoist Finance 35 2.500000 1002.750000 24.500000 2.500000 978.250000
HEXPOL B 9 0.000000 1028.700000 10.800000 1.060000 1017.900000
JM 6 1.180000 872.400000 10.200000 1.180000 862.200000
Orrön Energy 180 0.350000 2047.500000 9.900000 0.490000 2037.600000
Sedana Medical 93 0.370000 2524.020000 9.300000 0.370000 2514.720000
Catena 2 1.170000 798.800000 9.200000 1.170000 789.600000
BioGaia B 8 0.860000 936.000000 8.000000 0.860000 928.000000
Sagax B 4 0.890000 859.600000 7.600000 0.890000 852.000000
Atrium Ljungberg B 5 0.700000 939.500000 6.500000 0.700000 933.000000
Platzer Fastigheter Holding B 12 0.630000 964.800000 6.000000 0.630000 958.800000
Sagax A 4 -0.470000 856.000000 4.000000 0.470000 852.000000
Bilia A 8 0.000000 899.200000 1.600000 0.180000 897.600000
Clas Ohlson B 12 0.060000 971.400000 0.600000 0.060000 970.800000
Gränges 9 0.000000 926.100000 0.000000 0.000000 926.100000
ASSA ABLOY B 3 -0.040000 776.700000 -0.300000 -0.040000 777.000000
AcadeMedia 8 -0.700000 400.000000 -1.200000 -0.300000 401.200000
EQT 4 -0.340000 826.800000 -2.800000 -0.340000 829.600000
Hexatronic Group 12 -0.370000 960.960000 -3.600000 -0.370000 964.560000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Byggmax Group 33 -0.480000 949.740000 -4.620000 -0.480000 954.360000
SKF B 5 -0.560000 932.750000 -5.250000 -0.560000 938.000000
Biotage 7 -0.600000 933.800000 -5.600000 -0.600000 939.400000
Addnode Group B 11 -0.780000 911.350000 -7.150000 -0.780000 918.500000
OX2 13 -1.440000 934.050000 -13.650000 -1.440000 947.700000
Alimak Group 11 -1.900000 908.600000 -17.600000 -1.900000 926.200000
Nordic Waterproofing Holding 7 -2.030000 945.000000 -19.600000 -2.030000 964.600000
INVISIO 16 -0.650000 3656.000000 -24.000000 -0.650000 3680.000000
VEF 909 -2.310000 1809.820000 -35.450000 -1.920000 1845.270000
Latour B 4 -4.440000 817.200000 -38.000000 -4.440000 855.200000
Vitec Software Group B 2 -3.690000 1044.000000 -40.000000 -3.690000 1084.000000
Indutrade 5 -4.160000 1164.000000 -50.500000 -4.160000 1214.500000
Hexagon B 26 -1.540000 3398.200000 -53.300000 -1.540000 3451.500000
Bufab 3 -4.830000 1053.000000 -53.400000 -4.830000 1106.400000
BHG Group 97 -6.860000 1356.060000 -98.940000 -6.800000 1455.000000
TOTAL 44769.400000 -178.600000 -7.87282% 44948.000000

Updated:¶

'2023-07-03 15:52:04.343736'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶